Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-25 0.343035 0.375842 0.411727 0.454135 0.503197 0.558557 0.626299
2025-06-01 0.302086 0.344140 0.392906 0.454374 0.530865 0.624422 0.749958
2025-06-08 0.281086 0.330158 0.389773 0.469026 0.574032 0.712127 0.914359
2025-06-15 0.260956 0.313825 0.380436 0.472870 0.601901 0.782580 1.069073
2025-06-22 0.242423 0.297040 0.367890 0.469731 0.618291 0.838025 1.212654
2025-06-29 0.227202 0.282842 0.356847 0.466545 0.632994 0.891934 1.365252
2025-07-06 0.210674 0.265393 0.339555 0.452102 0.628203 0.913450 1.465898
2025-07-13 0.203177 0.259557 0.337702 0.459712 0.657984 0.995969 1.702214
2025-07-20 0.196163 0.253759 0.335222 0.465774 0.685583 1.079170 1.966908
2025-07-27 0.187555 0.245051 0.327694 0.462963 0.697464 1.135187 2.191171
2025-08-03 0.181075 0.238958 0.323528 0.464969 0.717731 1.210894 2.492725
2025-08-10 0.171012 0.227024 0.309660 0.449681 0.704602 1.215919 2.610575
2025-08-17 0.160817 0.214624 0.294703 0.431995 0.686213 1.209312 2.702873
2025-08-24 0.155633 0.209465 0.290707 0.432655 0.702860 1.282988 3.075171
2025-08-31 0.153715 0.209099 0.294177 0.446495 0.747120 1.430552 3.791797
2025-09-07 0.149824 0.205464 0.292100 0.450162 0.771151 1.535532 4.443209
2025-09-14 0.144943 0.200032 0.286726 0.447277 0.780882 1.606212 5.018289
2025-09-21 0.140399 0.194912 0.281564 0.444326 0.790054 1.677997 5.676943
2025-09-28 0.134247 0.186984 0.271279 0.430871 0.774100 1.674728 5.942789
2025-10-05 0.132125 0.185409 0.271663 0.437969 0.806127 1.822661 7.293514
2025-10-12 0.129868 0.183499 0.271341 0.443620 0.835609 1.973135 8.969968
2025-10-19 0.126390 0.179447 0.267068 0.441001 0.844630 2.059552 10.359474
2025-10-26 0.123819 0.176780 0.265084 0.442870 0.865185 2.193928 12.593646